Asked if he is angry about the repeated leaks, Pellegrini replied: "No".
"It's not true - I'm not angry about that", West Ham's manager said.
"Normally in every team that I have managed, the day before the game, I work with set-pieces, so all the players know the day before who will play and who will not play".
Asked if he knows the source of the leaks, Pellegrini said: "I don't have any idea, I'm not anxious about that".
"The players talk to other players but I'm not anxious about that, I'm anxious more about trying to win three points".
"There are a lot of ways or reasons why some people can know the team before it is released".
West Ham will be without Jack Wilshere who has an ankle injury and Javier Hernandez who has picked up a virus. We were improving every day a little bit more until the results arrived. No, he doesn't have a chance to play on Sunday.
But Pellegrini has still backed his players to turn their form around while stating that he will continue to trust in is own tried and tested methods.
And when quizzed on whether opponents stand to gain from the early information, Pellegrini continued: "I don't think that is the most important thing".
Defeat at Everton would mean West Ham losing their opening five league games for the first time but Pellegrini insisted that he is not panicking.
West Ham's trip to Everton kicks off at 4pm on Sunday with the Hammers having won just one game at Goodison Park since December 2005.